The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator based on a sufficient statistic in situations where unbiased estimators exist. Unbiased estimation of the variance of an unbiased estimator of reliability is also addressed.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am36-2-3,
author = {S. Sengupta},
title = {Unbiased estimation for two-parameter exponential distribution under time censored sampling},
journal = {Applicationes Mathematicae},
volume = {36},
year = {2009},
pages = {149-156},
zbl = {1169.62083},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-2-3}
}
S. Sengupta. Unbiased estimation for two-parameter exponential distribution under time censored sampling. Applicationes Mathematicae, Tome 36 (2009) pp. 149-156. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-2-3/